Arnaud Amsellem

VISUALIZING TIME SERIES DATA IN R

Case study presentation

Arnaud Amsellem The R Trader

Visualizing Time Series Data in R

Your savings Invested in a portfolio with 3 stocks ●

Microso!

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Yahoo

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Apple

You have some spare cash to invest

Visualizing Time Series Data in R

Role of correlation New portfolio

Visualizing Time Series Data in R

Role of correlation ●

Rule number one in investment: capital protection

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Low correlation = protection from severe losses

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You will use the PerformanceAnalytics-package

VISUALIZING TIME SERIES DATA IN R

Let’s practice!

VISUALIZING TIME SERIES DATA IN R

New stocks

Arnaud Amsellem The R Trader

Visualizing Time Series Data in R

Conclusions so far ●

The value increased by 100% over the course of 7 years

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Really good performance between 2010 and 2014

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No performance since end of 2014

Visualizing Time Series Data in R

In what follows... ●

Goal: Choose one stock to invest your spare cash

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A new dataset

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Choose only one stock

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Compare old and new portfolio

VISUALIZING TIME SERIES DATA IN R

Let’s practice!

VISUALIZING TIME SERIES DATA IN R

Congratulations!

Arnaud Amsellem The R Trader

Visualizing Time Series Data in R

Course wrap-up ●

Chapter 1: xts, plot() etc…

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Chapter 2: Univariate time series

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Chapter 3: Multivariate time series

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Chapter 4: Case study

Visualizing Time Series Data in R

Going further in time series analysis DataCamp courses

Visualizing Time Series Data in R

Going further in time series analysis CRAN Task View 
 h"ps://cran.r-project.org/web/views/TimeSeries.html

Visualizing Time Series Data in R

Going further in finance DataCamp "Quantitative Analyst with R" career track

Visualizing Time Series Data in R

Going further in finance Empirical Finance CRAN Task View 
 h"ps://cran.r-project.org/web/views/Finance.html

Visualizing Time Series Data in R

R-bloggers h"ps://www.r-bloggers.com/

VISUALIZING TIME SERIES DATA IN R

Thank you!